... But I haven't encountered any problem with this.
My particular door went into a 2 x 4 studded wall cavity. The was is what use to be an 'outside wall' that separated the dining room from (the newly built) family room (where a patio use to be.) This wall already had a load header in it. If your (Mel's) wall is a weight-bearing wall, it won't really matter is all I'm saying.
Yes, the directions are VERY comprehensive and even seem overwhelming. Mel: As Steve kinda 'reminded' me, be sure you know what to do when it comes to putting a door into a load-bearing wall. Make sure whatever instructions you have 'addresses' this situation. (The same goes for a non-load bearing wall ...)